Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.09.01 00:00 - 2023.08.31 20:00 (2022.09.01 - 2023.09.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=70; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=16; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; O2Help="===================================="; LevelSensitivity=3; MinTopupStopLoss=15; CFDTickScaling=0; MagicNumber=170116; MagicNumberTopupShift=1; | ||||
Bars in test | 2617 | Ticks modelled | 79767 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 776.72 | Gross profit | 1133.49 | Gross loss | -356.77 |
Profit factor | 3.18 | Expected payoff | 23.54 | ||
Absolute drawdown | 14.20 | Maximal drawdown | 247.00 (2.37%) | Relative drawdown | 2.37% (247.00) |
Total trades | 33 | Short positions (won %) | 17 (70.59%) | Long positions (won %) | 16 (68.75%) |
Profit trades (% of total) | 23 (69.70%) | Loss trades (% of total) | 10 (30.30%) | ||
Largest | profit trade | 96.14 | loss trade | -48.41 | |
Average | profit trade | 49.28 | loss trade | -35.68 | |
Maximum | consecutive wins (profit in money) | 5 (236.76) | consecutive losses (loss in money) | 4 (-122.45) | |
Maximal | consecutive profit (count of wins) | 236.76 (5) | consecutive loss (count of losses) | -122.45 (4) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.10.04 20:00 | sell | 1 | 0.10 | 143.909 | 0.000 | 0.000 | ||
2 | 2022.10.04 20:00 | modify | 1 | 0.10 | 143.909 | 144.609 | 142.509 | ||
3 | 2022.10.05 10:50 | sell | 2 | 0.10 | 143.190 | 0.000 | 0.000 | ||
4 | 2022.10.05 10:50 | modify | 2 | 0.10 | 143.190 | 143.839 | 142.509 | ||
5 | 2022.10.05 10:50 | modify | 1 | 0.10 | 143.909 | 143.839 | 142.509 | ||
6 | 2022.10.05 11:40 | sell | 3 | 0.10 | 143.056 | 0.000 | 0.000 | ||
7 | 2022.10.05 11:40 | modify | 3 | 0.10 | 143.056 | 143.559 | 142.509 | ||
8 | 2022.10.05 11:40 | modify | 2 | 0.10 | 143.190 | 143.559 | 142.509 | ||
9 | 2022.10.05 11:40 | modify | 1 | 0.10 | 143.909 | 143.559 | 142.509 | ||
10 | 2022.10.05 14:40 | t/p | 1 | 0.10 | 142.509 | 143.559 | 142.509 | 94.13 | 10094.13 |
11 | 2022.10.05 14:40 | t/p | 2 | 0.10 | 142.509 | 143.559 | 142.509 | 46.05 | 10140.18 |
12 | 2022.10.05 14:40 | t/p | 3 | 0.10 | 142.509 | 143.559 | 142.509 | 36.99 | 10177.17 |
13 | 2022.11.10 20:00 | buy | 4 | 0.10 | 144.409 | 0.000 | 0.000 | ||
14 | 2022.11.10 20:00 | modify | 4 | 0.10 | 144.409 | 143.709 | 145.809 | ||
15 | 2022.11.10 21:30 | s/l | 4 | 0.10 | 143.709 | 143.709 | 145.809 | -47.36 | 10129.81 |
16 | 2022.11.11 16:00 | buy | 5 | 0.10 | 143.620 | 0.000 | 0.000 | ||
17 | 2022.11.11 16:00 | modify | 5 | 0.10 | 143.620 | 142.920 | 145.020 | ||
18 | 2022.11.14 08:30 | buy | 6 | 0.10 | 144.472 | 0.000 | 0.000 | ||
19 | 2022.11.14 08:30 | modify | 6 | 0.10 | 144.472 | 143.970 | 145.020 | ||
20 | 2022.11.14 08:30 | modify | 5 | 0.10 | 143.620 | 143.970 | 145.020 | ||
21 | 2022.11.14 09:10 | buy | 7 | 0.10 | 144.607 | 0.000 | 0.000 | ||
22 | 2022.11.14 09:10 | modify | 7 | 0.10 | 144.607 | 144.110 | 145.020 | ||
23 | 2022.11.14 09:10 | modify | 6 | 0.10 | 144.472 | 144.110 | 145.020 | ||
24 | 2022.11.14 09:10 | modify | 5 | 0.10 | 143.620 | 144.110 | 145.020 | ||
25 | 2022.11.14 13:40 | t/p | 5 | 0.10 | 145.020 | 144.110 | 145.020 | 95.01 | 10224.83 |
26 | 2022.11.14 13:40 | t/p | 6 | 0.10 | 145.020 | 144.110 | 145.020 | 37.08 | 10261.91 |
27 | 2022.11.14 13:40 | t/p | 7 | 0.10 | 145.020 | 144.110 | 145.020 | 27.94 | 10289.85 |
28 | 2022.11.24 16:00 | buy | 8 | 0.10 | 144.049 | 0.000 | 0.000 | ||
29 | 2022.11.24 16:00 | modify | 8 | 0.10 | 144.049 | 143.349 | 145.449 | ||
30 | 2022.11.25 08:40 | buy | 9 | 0.10 | 144.772 | 0.000 | 0.000 | ||
31 | 2022.11.25 08:40 | modify | 9 | 0.10 | 144.772 | 144.119 | 145.449 | ||
32 | 2022.11.25 08:40 | modify | 8 | 0.10 | 144.049 | 144.119 | 145.449 | ||
33 | 2022.11.25 09:20 | buy | 10 | 0.10 | 144.889 | 0.000 | 0.000 | ||
34 | 2022.11.25 09:20 | modify | 10 | 0.10 | 144.889 | 144.399 | 145.449 | ||
35 | 2022.11.25 09:20 | modify | 9 | 0.10 | 144.772 | 144.399 | 145.449 | ||
36 | 2022.11.25 09:20 | modify | 8 | 0.10 | 144.049 | 144.399 | 145.449 | ||
37 | 2022.11.25 11:59 | buy | 11 | 0.10 | 145.050 | 0.000 | 0.000 | ||
38 | 2022.11.25 11:59 | modify | 11 | 0.10 | 145.050 | 144.539 | 145.449 | ||
39 | 2022.11.25 11:59 | modify | 10 | 0.10 | 144.889 | 144.539 | 145.449 | ||
40 | 2022.11.25 11:59 | modify | 9 | 0.10 | 144.772 | 144.539 | 145.449 | ||
41 | 2022.11.25 11:59 | modify | 8 | 0.10 | 144.049 | 144.539 | 145.449 | ||
42 | 2022.11.25 13:30 | s/l | 8 | 0.10 | 144.539 | 144.539 | 145.449 | 33.43 | 10323.28 |
43 | 2022.11.25 13:30 | s/l | 9 | 0.10 | 144.539 | 144.539 | 145.449 | -15.77 | 10307.51 |
44 | 2022.11.25 13:30 | s/l | 10 | 0.10 | 144.539 | 144.539 | 145.449 | -23.69 | 10283.82 |
45 | 2022.11.25 13:30 | s/l | 11 | 0.10 | 144.539 | 144.539 | 145.449 | -34.58 | 10249.24 |
46 | 2022.12.05 20:00 | sell | 12 | 0.10 | 143.403 | 0.000 | 0.000 | ||
47 | 2022.12.05 20:00 | modify | 12 | 0.10 | 143.403 | 144.103 | 142.003 | ||
48 | 2022.12.07 09:20 | s/l | 12 | 0.10 | 144.103 | 144.103 | 142.003 | -48.41 | 10200.83 |
49 | 2022.12.15 20:00 | sell | 13 | 0.10 | 146.450 | 0.000 | 0.000 | ||
50 | 2022.12.15 20:00 | modify | 13 | 0.10 | 146.450 | 147.150 | 145.050 | ||
51 | 2022.12.16 08:30 | sell | 14 | 0.10 | 145.743 | 0.000 | 0.000 | ||
52 | 2022.12.16 08:30 | modify | 14 | 0.10 | 145.743 | 146.380 | 145.050 | ||
53 | 2022.12.16 08:30 | modify | 13 | 0.10 | 146.450 | 146.380 | 145.050 | ||
54 | 2022.12.16 09:50 | sell | 15 | 0.10 | 145.584 | 0.000 | 0.000 | ||
55 | 2022.12.16 09:50 | modify | 15 | 0.10 | 145.584 | 146.100 | 145.050 | ||
56 | 2022.12.16 09:50 | modify | 14 | 0.10 | 145.743 | 146.100 | 145.050 | ||
57 | 2022.12.16 09:50 | modify | 13 | 0.10 | 146.450 | 146.100 | 145.050 | ||
58 | 2022.12.16 12:40 | sell | 16 | 0.10 | 145.458 | 0.000 | 0.000 | ||
59 | 2022.12.16 12:40 | modify | 16 | 0.10 | 145.458 | 145.960 | 145.050 | ||
60 | 2022.12.16 12:40 | modify | 15 | 0.10 | 145.584 | 145.960 | 145.050 | ||
61 | 2022.12.16 12:40 | modify | 14 | 0.10 | 145.743 | 145.960 | 145.050 | ||
62 | 2022.12.16 12:40 | modify | 13 | 0.10 | 146.450 | 145.960 | 145.050 | ||
63 | 2022.12.16 15:40 | t/p | 13 | 0.10 | 145.050 | 145.960 | 145.050 | 94.13 | 10294.96 |
64 | 2022.12.16 15:40 | t/p | 14 | 0.10 | 145.050 | 145.960 | 145.050 | 46.86 | 10341.82 |
65 | 2022.12.16 15:40 | t/p | 15 | 0.10 | 145.050 | 145.960 | 145.050 | 36.11 | 10377.93 |
66 | 2022.12.16 15:40 | t/p | 16 | 0.10 | 145.050 | 145.960 | 145.050 | 27.59 | 10405.52 |
67 | 2023.01.23 20:00 | sell | 17 | 0.10 | 141.888 | 0.000 | 0.000 | ||
68 | 2023.01.23 20:00 | modify | 17 | 0.10 | 141.888 | 142.588 | 140.488 | ||
69 | 2023.01.25 10:40 | sell | 18 | 0.10 | 141.186 | 0.000 | 0.000 | ||
70 | 2023.01.25 10:40 | modify | 18 | 0.10 | 141.186 | 141.818 | 140.488 | ||
71 | 2023.01.25 10:40 | modify | 17 | 0.10 | 141.888 | 141.818 | 140.488 | ||
72 | 2023.01.25 11:50 | sell | 19 | 0.10 | 140.903 | 0.000 | 0.000 | ||
73 | 2023.01.25 11:50 | modify | 19 | 0.10 | 140.903 | 141.398 | 140.488 | ||
74 | 2023.01.25 11:50 | modify | 18 | 0.10 | 141.186 | 141.398 | 140.488 | ||
75 | 2023.01.25 11:50 | modify | 17 | 0.10 | 141.888 | 141.398 | 140.488 | ||
76 | 2023.01.25 14:15 | s/l | 17 | 0.10 | 141.398 | 141.398 | 140.488 | 32.07 | 10437.58 |
77 | 2023.01.25 14:15 | s/l | 18 | 0.10 | 141.398 | 141.398 | 140.488 | -14.33 | 10423.25 |
78 | 2023.01.25 14:15 | s/l | 19 | 0.10 | 141.398 | 141.398 | 140.488 | -33.47 | 10389.78 |
79 | 2023.04.05 20:00 | buy | 20 | 0.10 | 143.119 | 0.000 | 0.000 | ||
80 | 2023.04.05 20:00 | modify | 20 | 0.10 | 143.119 | 142.419 | 144.519 | ||
81 | 2023.04.06 14:40 | buy | 21 | 0.10 | 143.986 | 0.000 | 0.000 | ||
82 | 2023.04.06 14:40 | modify | 21 | 0.10 | 143.986 | 143.469 | 144.519 | ||
83 | 2023.04.06 14:40 | modify | 20 | 0.10 | 143.119 | 143.469 | 144.519 | ||
84 | 2023.04.06 22:20 | buy | 22 | 0.10 | 143.847 | 0.000 | 0.000 | ||
85 | 2023.04.06 22:20 | modify | 22 | 0.10 | 143.847 | 143.189 | 144.519 | ||
86 | 2023.04.06 22:25 | modify | 22 | 0.10 | 143.847 | 143.469 | 144.519 | ||
87 | 2023.04.07 14:05 | buy | 23 | 0.10 | 144.102 | 0.000 | 0.000 | ||
88 | 2023.04.07 14:05 | modify | 23 | 0.10 | 144.102 | 143.609 | 144.519 | ||
89 | 2023.04.07 14:05 | modify | 21 | 0.10 | 143.986 | 143.609 | 144.519 | ||
90 | 2023.04.07 14:05 | modify | 22 | 0.10 | 143.847 | 143.609 | 144.519 | ||
91 | 2023.04.07 14:05 | modify | 20 | 0.10 | 143.119 | 143.609 | 144.519 | ||
92 | 2023.04.10 00:30 | t/p | 20 | 0.10 | 144.519 | 143.609 | 144.519 | 96.14 | 10485.92 |
93 | 2023.04.10 00:30 | t/p | 21 | 0.10 | 144.519 | 143.609 | 144.519 | 36.63 | 10522.55 |
94 | 2023.04.10 00:30 | t/p | 22 | 0.10 | 144.519 | 143.609 | 144.519 | 46.04 | 10568.58 |
95 | 2023.04.10 00:30 | t/p | 23 | 0.10 | 144.519 | 143.609 | 144.519 | 28.49 | 10597.08 |
96 | 2023.05.10 20:00 | buy | 24 | 0.10 | 147.573 | 0.000 | 0.000 | ||
97 | 2023.05.10 20:00 | modify | 24 | 0.10 | 147.573 | 146.873 | 148.973 | ||
98 | 2023.05.11 06:40 | s/l | 24 | 0.10 | 146.873 | 146.873 | 148.973 | -46.51 | 10550.57 |
99 | 2023.05.11 16:00 | buy | 25 | 0.10 | 146.801 | 0.000 | 0.000 | ||
100 | 2023.05.11 16:00 | modify | 25 | 0.10 | 146.801 | 146.101 | 148.201 | ||
101 | 2023.05.15 02:40 | buy | 26 | 0.10 | 147.669 | 0.000 | 0.000 | ||
102 | 2023.05.15 02:40 | modify | 26 | 0.10 | 147.669 | 147.151 | 148.201 | ||
103 | 2023.05.15 02:40 | modify | 25 | 0.10 | 146.801 | 147.151 | 148.201 | ||
104 | 2023.05.16 05:45 | buy | 27 | 0.10 | 147.804 | 0.000 | 0.000 | ||
105 | 2023.05.16 05:45 | modify | 27 | 0.10 | 147.804 | 147.291 | 148.201 | ||
106 | 2023.05.16 05:45 | modify | 26 | 0.10 | 147.669 | 147.291 | 148.201 | ||
107 | 2023.05.16 05:45 | modify | 25 | 0.10 | 146.801 | 147.291 | 148.201 | ||
108 | 2023.05.16 13:20 | t/p | 25 | 0.10 | 148.201 | 147.291 | 148.201 | 95.58 | 10646.14 |
109 | 2023.05.16 13:20 | t/p | 26 | 0.10 | 148.201 | 147.291 | 148.201 | 36.28 | 10682.43 |
110 | 2023.05.16 13:20 | t/p | 27 | 0.10 | 148.201 | 147.291 | 148.201 | 26.86 | 10709.29 |
111 | 2023.06.15 20:00 | sell | 28 | 0.10 | 153.552 | 0.000 | 0.000 | ||
112 | 2023.06.15 20:00 | modify | 28 | 0.10 | 153.552 | 154.252 | 152.152 | ||
113 | 2023.06.16 06:30 | s/l | 28 | 0.10 | 154.252 | 154.252 | 152.152 | -47.88 | 10661.41 |
114 | 2023.07.21 16:00 | sell | 29 | 0.10 | 157.613 | 0.000 | 0.000 | ||
115 | 2023.07.21 16:00 | modify | 29 | 0.10 | 157.613 | 158.313 | 156.213 | ||
116 | 2023.07.24 07:50 | sell | 30 | 0.10 | 156.625 | 0.000 | 0.000 | ||
117 | 2023.07.24 07:50 | modify | 30 | 0.10 | 156.625 | 157.123 | 156.213 | ||
118 | 2023.07.24 07:50 | modify | 29 | 0.10 | 157.613 | 157.123 | 156.213 | ||
119 | 2023.07.24 08:20 | sell | 31 | 0.10 | 156.754 | 0.000 | 0.000 | ||
120 | 2023.07.24 08:20 | modify | 31 | 0.10 | 156.754 | 157.263 | 156.213 | ||
121 | 2023.07.24 08:25 | modify | 31 | 0.10 | 156.754 | 157.123 | 156.213 | ||
122 | 2023.07.25 09:40 | t/p | 29 | 0.10 | 156.213 | 157.123 | 156.213 | 93.60 | 10755.01 |
123 | 2023.07.25 09:40 | t/p | 30 | 0.10 | 156.213 | 157.123 | 156.213 | 27.32 | 10782.33 |
124 | 2023.07.25 09:40 | t/p | 31 | 0.10 | 156.213 | 157.123 | 156.213 | 36.04 | 10818.37 |
125 | 2023.08.10 20:00 | sell | 32 | 0.10 | 158.975 | 0.000 | 0.000 | ||
126 | 2023.08.10 20:00 | modify | 32 | 0.10 | 158.975 | 159.675 | 157.575 | ||
127 | 2023.08.14 01:40 | sell | 33 | 0.10 | 158.251 | 0.000 | 0.000 | ||
128 | 2023.08.14 01:40 | modify | 33 | 0.10 | 158.251 | 158.905 | 157.575 | ||
129 | 2023.08.14 01:40 | modify | 32 | 0.10 | 158.975 | 158.905 | 157.575 | ||
130 | 2023.08.15 06:20 | s/l | 32 | 0.10 | 158.905 | 158.905 | 157.575 | 3.12 | 10821.49 |
131 | 2023.08.15 06:20 | s/l | 33 | 0.10 | 158.905 | 158.905 | 157.575 | -44.77 | 10776.72 |